Grand in this context just means big or large (large-scale). In the two instances you give, these are French descriptors: the Beethoven example roughly translates as "large-scale, sad sonata"; the Chopin "large-scale, shining waltzes". Beethoven would use German in his later piano sonatas, rather than the more fashionable French, e.g. Piano Sonata No. 29 in B♭ major, Op. 106 (aka The Hammerklavier Sonata) has this descriptor on the title page: "Große Sonate für das Hammerklavier" (Large-scale sonata for the pianoforte).
The usage implies a grandiosity of size & scale, but also of expression & scope. The instruments & techniques used by Beethoven, & Chopin after, were capable of more varied & dramatic expression than the those of their forebears, further the Romantic aesthetic that these composers represent in their own ways was an aesthetic of grand gestures & expression when contrasted with the preceding Classical tradition.